Kac's representation for empirical copula process from an asymptotic viewpoint

DOI10.1016/J.SPL.2016.12.006zbMATH Open1356.60054OpenAlexW2564536189MaRDI QIDQ511559FDOQ511559

Authors: Salim Bouzebda 

Publication date: 21 February 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.12.006

Recommendations

• Kac's representation from an asymptotic viewpoint
• A multivariate Bahadur-Kiefer representation for the empirical Copula process
• On the asymptotic distributions of weighted uniform mulitivariate empirical processes
• \(K\)-sample problem using strong approximations of empirical copula processes
• Strong approximation of empirical copula processes by Gaussian processes

zbMATH Keywords

Gaussian processesKac's representationmultivariate empirical copula processes

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Multivariate distribution of statistics (62H10) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Cites Work

• Title not available (Why is that?)
• Weak convergence and empirical processes. With applications to statistics
• Weak convergence of empirical copula processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
• An introduction to copulas.
• Title not available (Why is that?)
• Title not available (Why is that?)
• Semiparametric estimation in copula models
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• Understanding Relationships Using Copulas
• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotic distributions of multivariate rank order statistics
• The oscillation behavior of empirical processes: The multivariate case
• Title not available (Why is that?)
• Hungarian constructions from the nonasymptotic viewpoint
• Title not available (Why is that?)
• A multivariate Bahadur-Kiefer representation for the empirical Copula process
• Strong approximation of empirical copula processes by Gaussian processes
• On the empirical process of multivariate, dependent random variables
• Title not available (Why is that?)
• Title not available (Why is that?)
• Kac's representation from an asymptotic viewpoint
• Title not available (Why is that?)
• A note on the approximation of the uniform empirical process

Cited In (3)

• Kac's representation from an asymptotic viewpoint
• On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation
• On the covariance of the asymptotic empirical copula process

Uses Software

• QRM

This page was built for publication: Kac's representation for empirical copula process from an asymptotic viewpoint

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q511559)